+32.0%
XLP vs HUM
+2.1%
+29.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.7% |
| 7D | -1.4% | +2.1% | -3.5% | -1.6% |
| 30D | -1.3% | +4.7% | -6.0% | -1.6% |
| 3M | +1.8% | +13.5% | -11.7% | +0.9% |
| 6M | -0.8% | +126.7% | -127.5% | -6.2% |
| YTD | +9.5% | +58.5% | -49.0% | +5.9% |
| 1Y | +7.2% | +31.7% | -24.6% | +4.9% |
| 3Y | +27.1% | -10.6% | +37.8% | +30.0% |
| 5Y | +32.0% | +2.5% | +29.6% | +29.1% |
| All | +32.0% | +2.1% | +29.9% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling